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~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The review of economics and statistics"
~subject:"Forecasting model"
~type:"article"
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Search: subject:"Statistik"
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Forecasting model
Estimation theory
882
Schätztheorie
882
Theorie
699
Theory
699
Nichtparametrisches Verfahren
573
Nonparametric statistics
573
Regression analysis
525
Regressionsanalyse
525
Statistical test
370
Statistischer Test
370
Zeitreihenanalyse
311
Time series analysis
309
Estimation
273
Schätzung
271
Bayes-Statistik
196
Bayesian inference
196
Bootstrap approach
194
Bootstrap-Verfahren
194
Induktive Statistik
161
Panel
161
Panel study
161
Statistical inference
161
Prognoseverfahren
139
Volatility
127
Volatilität
127
Sampling
124
Stichprobenerhebung
124
USA
122
United States
121
Statistical theory
112
Statistische Methodenlehre
112
Nichtlineare Regression
106
Nonlinear regression
106
Stochastic process
102
Stochastischer Prozess
102
Cointegration
100
Kointegration
99
Statistical distribution
99
Statistische Verteilung
99
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79
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3
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Article in journal
138
Aufsatz in Zeitschrift
138
Conference paper
4
Konferenzbeitrag
4
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English
139
Author
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Dijk, Herman K. van
5
Lee, Ji Hyung
5
Taylor, Robert
5
Clark, Todd E.
4
Demetrescu, Matei
4
Koop, Gary
4
Rodrigues, Paulo M. M.
4
Rossi, Barbara
4
Cai, Zongwu
3
Georgiev, Iliyan
3
Giacomini, Raffaella
3
Hong, Yongmiao
3
Hoogerheide, Lennart
3
Korobilis, Dimitris
3
Laurent, Sébastien
3
Lee, Tae-hwy
3
Marcellino, Massimiliano
3
McCracken, Michael W.
3
Pettenuzzo, Davide
3
Pick, Andreas
3
Sekhposyan, Tatevik
3
Timmermann, Allan
3
Zhang, Xinyu
3
Carriero, Andrea
2
Casarin, Roberto
2
Corradi, Valentina
2
Diebold, Francis X.
2
Elliott, Graham
2
Fan, Rui
2
Giannone, Domenico
2
Hansen, Bruce E.
2
Harvey, David I.
2
Jin, Xin
2
Kapetanios, George
2
Lahiri, Kajal
2
Leybourne, Stephen James
2
Linton, Oliver
2
Maheu, John M.
2
McMillan, David G.
2
Mitchell, James
2
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Journal of econometrics
Oxford bulletin of economics and statistics
The review of economics and statistics
International journal of forecasting
293
Journal of forecasting
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Journal of applied econometrics
42
Energy economics
41
European journal of operational research : EJOR
40
Applied economics
38
Economics letters
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Finance research letters
34
Econometric reviews
33
Computational economics
32
Journal of empirical finance
30
Economic modelling
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Risks : open access journal
25
Insurance / Mathematics & economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of banking & finance
20
Quantitative finance
20
Applied economics letters
19
Journal of the American Statistical Association : JASA
19
Advances in business and management forecasting
18
Econometrics : open access journal
18
Journal of economic dynamics & control
16
Technological forecasting & social change : an international journal
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of production research
15
International review of financial analysis
15
Journal of macroeconomics
14
The econometrics journal
14
International journal of production economics
13
Journal of international money and finance
13
The journal of risk model validation
13
Handbook of economic forecasting ; Volume 2B
12
International review of economics & finance : IREF
12
The European journal of finance
12
Journal of risk and financial management : JRFM
11
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ECONIS (ZBW)
139
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1
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139
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1
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
2
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
3
Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
Saved in:
4
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
5
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
6
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
7
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
8
Interpretable machine learning using partial linear models
Flachaire, Emmanuel
;
Hué, Sullivan
;
Laurent, Sébastien
; …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10014543478
Saved in:
9
When will the Covid-19 pandemic peak?
Li, Shaoran
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
Saved in:
10
Solving Euler equations via two-stage nonparametric penalized splines
Cui, Liyuan
;
Hong, Yongmiao
;
Li, Yingxing
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 1024-1056
Persistent link: https://www.econbiz.de/10012619815
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